2024-2025 Academic Catalog 
    
    Nov 18, 2024  
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2024-2025 Academic Catalog

FIN 5309 - Financial Econometrics

This course imparts students with the necessary knowledge and skills for understanding and running the common statistical analyses encountered in modern-day market finance. The course starts with a review of probability theory and statistics before progressing to common econometric concepts employed in financial market research. This course is intended for students with at least a semester of introductory statistics under their belt. Topics include simple and multiple linear regressions, assumptions of linear regressions, and stationary time-series models (AR, MA, ARMA). The course uses real-world data sets as illustrations and R to build answers to financial questions.

 

MSF students only.

Anticipated Terms Offered: Annually
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